Quantitative analytics in the financial sector

Quantitative analytics in the financial sector has always been a front-runner of financial innovation and a key facilitator of new product development – by turning ideas into realistic postulates, workable models and profitable solutions. However, with the financial industry at a crossroads, and future business models/direction still unclear, the standing of quantitative analytics in the financial services industry also is changing.

Any trading strategy can be broken down into a set of events and the reaction to those events. The reactions can get infinitely complex and varying but essentially strategy writing is quite simply put exactly that. The kind of events and their frequency would depend on the markets and the instruments on which this strategy would be working on however, broadly speaking most markets would have different flavours of the following,

The webinar was taken by Mr.Rajib Borah, he has a rich experience in financial markets spanning across various asset classes in different roles across Europe, America & Asia. He co-founded iRageCapital Advisory Private Limited, well known for its Algorithmic Trading Strategy & Technology services, and QuantInsti Quantitative Learning Private Limited, a pioneering institute focused on Algorithmic Trading education to the global audience.

Two top aircraft leasing companies of China have planned to raise a fund of $2.5 billion in the initial public offering. The Initial public offering is likely to take place in the Hong Kong Stock Exchange by next year, said the sources. These companies are getting into IPO for the purpose of expanding their fund and the fleet portfolios in the fast growing aviation market. BOC aviation is one of the major companies that have planned to open their IPO in the Hong Kong Stock Exchange next year. The official announcements are yet to come.

As we have discussed in our earlier articles, the idea of market making is nothing but competing for the lowest bid-ask spread by having the updated data about the public information regarding the demand and supply for a particular security. The HFT market making is also quite same. But the way in which the market makers react for the market data will be different in case of HFT. The high speed data transmission in the HFT will never let the marketer to wait for the data and also will not wait much time for his response. Everything in HFT acts so fast and the decisions must be taken immediately.

An Australian pig veterinarian has told that he is planning for an IPO to raise a fund of AUS$40 million which is equal to US$29 million. He has told that he is planning to buy 12 livestock health business and the fund that he has planned to raise in the IPO will be useful to buy the livestock health business, he told. The companies that are linked with the Australian agriculture exports are literally challenging the slowdown in the IPO activities and are trying hard to get them listed in the year 2015. They have a hope on the free trade agreement, said the sources.

QuantInsti Quantitative Learning Pvt Ltd is a pioneer institute in providing training programs based on High Frequency Trading & Algorithmic Trading in India, to both individuals as well as leading institutions like banks, institutional brokers and hedge funds.

Around the world a number of laws have been implemented to discourage activities which may be detrimental to financial markets. There has been an active debate going on some of these changes to ascertain whether these changes can be detrimental to the market itself. Some experts have been arguing that some of the regulations targeted at HFT activities would not be beneficial to the market. They state that on one hand we have high-frequency traders acting as market makers who have order-flow driven information and speed advantages and on the other hand we have traders who are not sensitive to the latency as such and often arrive randomly as a Poisson process.

This webinar gives a brief introduction to Algorithmic Trading followed by the changing skill sets that are required in the new age trading business by mapping the required skill sets. This is followed by Industry trends in Algorithmic and Quantitative Trading. It also gives a detailed view of how Quantinsti's Algorithmic and Quantitative Trading programme: Executive Programme in Algorithmic Trading can assist the participants aspiring to enter the domain of Algorithmic and Quantitative Trading.

The back and forth in the markets continued as yesterday's gains were undone by today's higher volume selling. The concern with today's action is that the consolidation in the S&P has the look of a bearish continuation wedge. And given the potential for a measured move, it opens up the possibility for a push down to 1,650s.

By broadening the ownership of the Hydro One Limited, Ontario is now generating a significant return. The initial public offering of Hydro one has now closed for one common share. The initial stake of the company will be starting its trade today in the Toronto Stock Exchange, in the symbol 'H'. By making this trade in a well mannered and careful way, the government is expecting to raise a fund of $9 billion. Out of the money raised, $4 billion will be utilized for the investment and $5 billion will be used for paying the debts.

QuantInsti Quantitative Learning Pvt Ltd is a pioneer institute in providing training programs based on High Frequency Trading & Algorithmic Trading in India, to both individuals as well as leading institutions like banks, institutional brokers and hedge funds.

Recently I had the privilege to attend the Python for Quants conference in London via live streaming. Each time I attend this series of lectures I try to capture one of the presentations in writing, this time I will be writing on a lecture given by Dr James Munro titled “Quant Strategies: from idea to execution”.

Small Gains as indecision held sway. The S&P finished inside the range of last Friday's breakout and held rising support, but the index did the minimum to pacify bulls. The Nasdaq breakout has eased alongside former resistance turned support. Volume was lighter, and the spinning top finish marks indecision.

According to the sources, the India’s largest airline company IndiGo has made a record in its profit, which is ahead of IPO. The company has made a profit of 13.04 billion rupees, which is equal to $196 million. This was a report submitted by the company at the year end, i.e. on March. This is considered to be a record in the company’s history. The profit made by the company this year was ahead of its IPO. The existing investors in the company also feels great about the company’s performance this year, said the sources.

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The most overbought candidates included in this list meet a number of criteria. First, each of the securities boasts a 14-day RSI reading above 70, deeming them to be in “overbought” territory and ripe for a correction. Second, we apply a liquidity screen to eliminate the more thinly-traded securities out there. More specifically, the list excludes equities with a market cap below $10 billion and those with a five-day average trading volume below the 1 million shares mark; also excluded from this list are stocks trading below $10 a share.